# Empirical Analysis for FX

* Estimate_FX_RP_ALL.m computes risk premia estimates for the full cross-section.
* Final output files (FX_J_Model_K.mat) are provided to reproduce the results reported in the main text.

* Sample returns data are available in FX_returns_sample.mat. The full returns dataset is restricted and not publicly shared.
* Constructed factor returns are available in FX_factors.mat